Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443701.4085 | 341160.7242 | 102540.6843 | 36217.6126 | 23356.0623 | 12861.5503 |
Total P&L (%) | 443.7014 | 341.1607 | 102.5407 | 36.2176 | 23.3561 | 12.8616 |
Avg Daily Profit (%) | 0.2794 | 0.2148 | 0.0646 | 0.0195 | 0.0132 | 0.0076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129363 | -148727 | -123863 | -477083 | -481961 | -266375 |
Profit Factor | 1.342 | 1.3965 | 1.2347 | 1.0138 | 1.0138 | 1.0137 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 130 | 63 | 67 | 130 | 63 | 67 |
Losing Trades | 133 | 68 | 65 | 133 | 68 | 65 |
Profitability (%) | 49.4297 | 48.0916 | 50.7576 | 49.4297 | 48.0916 | 50.7576 |
Ratio Avg Win / Avg Loss | 1.373 | 1.5074 | 1.1979 | 1.0372 | 1.0943 | 0.9834 |
Largest Winning Trade | 89051 | 89051 | 30522 | 181148 | 181148 | 99955 |
Largest Losing Trade | -67224 | -44089 | -67224 | -264326 | -132368 | -264326 |
Avg Bars in Trades | 23 | 38 | 8 | 23 | 38 | 8 |
Avg Bars in Winners | 25 | 42 | 10 | 25 | 42 | 10 |
Avg Bars in Losers | 22 | 35 | 7 | 22 | 35 | 7 |
Bars Traded | 6280 | 5101 | 1179 | 6280 | 5101 | 1179 |
Profit Streak | 6.3254 | 0 | 11.8254 | 6.3254 | 0 | 11.8254 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387524 | 309006 | -106240 | -372660 | -386077 | -465778 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6353, "evaluation_days": 1588.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622440800000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759132110649, "expiration_time": 1763242344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 25, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbl", "factors": { "length": 211, "offset": 0, "std": 4.038 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 443701.4085315459, 341160.7242207823, 102540.6843107633, 36217.6125559238, 23356.0622904193, 12861.5502655043 ], [ 443.701409, 341.160724, 102.540684, 36.217613, 23.356062, 12.86155 ], [ 0.279365, 0.214803, 0.064562, 0.019463, 0.013217, 0.007618 ], [ 10, 10, 10, 10, 10, 10 ], [ -129363, -148727, -123863, -477083, -481961, -266375 ], [ 1.342036, 1.396515, 1.234733, 1.013779, 1.013849, 1.013653 ], [ 263, 131, 132, 263, 131, 132 ], [ 130, 63, 67, 130, 63, 67 ], [ 133, 68, 65, 133, 68, 65 ], [ 49.429658, 48.091603, 50.757576, 49.429658, 48.091603, 50.757576 ], [ 1.373006, 1.50735, 1.197875, 1.037174, 1.094313, 0.983395 ], [ 89051, 89051, 30522, 181148, 181148, 99955 ], [ -67224, -44089, -67224, -264326, -132368, -264326 ], [ 23, 38, 8, 23, 38, 8 ], [ 25, 42, 10, 25, 42, 10 ], [ 22, 35, 7, 22, 35, 7 ], [ 6280, 5101, 1179, 6280, 5101, 1179 ], [ 6.325355, 0, 11.825355, 6.325355, 0, 11.825355 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 387524, 309006, -106240, -372660, -386077, -465778 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6353, "evaluation_days": 1588.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622440800000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759132110649, "expiration_time": 1763242344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 25, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbl", "factors": { "length": 211, "offset": 0, "std": 4.038 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|